3 papers
q-fin.RM2026
Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models
Sahab Zandi, Noah Kostesku, Christophe Mues +2
Credit decisioning is a high-stakes task in which model outputs must be accurate and explainable to support compliant decisions. Although modern credit risk models such as eXtreme…
q-fin.GN2025
A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks
Sahab Zandi, Kamesh Korangi, Juan C. Moreno-Paredes +3
Small and Medium-sized Enterprises (SMEs) are known to play a vital role in economic growth, employment, and innovation. However, they tend to face significant challenges in access…
q-fin.GN2024
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
Sahab Zandi, Kamesh Korangi, María Óskarsdóttir +2
Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may…